quickfix-developers — QuickFIX developers forum

[Quickfix-developers] security issues?

[Sol <sol...@ho...>]

Are there any known security issues with quickfix, whether fixed or not? =
Such as buffer overflow vulnerability, etc.=20

Our network security guys want confirmation that somebody has looked for =
these problems, and hopefully addressed them, before our system can be =
approved for deployment.

-sol

[Quickfix-developers] Setting Repeating Groups in header?

[Andrei G. <an...@gm...>]

Hi there,

How can i add a Repeating Group to the message header? For example,
how can I add a "NoHops" group to the message header? I am currently
using QuickFix 1.9.4.

Thanks,=20

Andrei

Re: [Quickfix-developers] Multiple connections

[Oren M. <or...@qu...>]

More generally, this isn't possible with FIX.  You cannot have to =20
simultaneous connections to the same session.  I think what they were =20=

telling you is that you can connect once, and then tag your messages =20
with a SenderSubID to identify the source of your messages.  My guess =20=

is that you will need some sort of hub that will accept messages from =20=

multiple sources and tag the outgoing messages with an appropriate =20
SenderSubID.

--oren

On Aug 3, 2005, at 10:37 AM, Christopher Kang wrote:

> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/=20
> html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> Hello everyone.  Thank you for the responses before, it was quite =20
> helpful.
> I have another quick question about quickfix.  Is it possible to use
> quickfix to have multiple connections to one session?  I am writing a
> java application that initates the connection, but the other party
> only allows one fix connection but said I can use the sendersubid to
> distinguish between different computers.  However, when I start my app
> on my computer, and then try to start the same app on a different
> computer, it can't login (since the other party won't let me) nor can
> I figure out a way to "pretend" that the session has already
> started...
>
> is this possible with quickfix?
>
> Thank you again for another tremendously successful open source =20
> project.
> -Chris
>
>
> -------------------------------------------------------
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Re: [Quickfix-developers] Quickfix Configuration Question...

[Oren M. <or...@qu...>]

Yeah, this is a pretty standard configuration.  You would just do =20
something like this:

[DEFAULT]
TargetCompID=3DTARGET
...

[SESSION]
SenderCompID=3DSENDER1
...

[SESSION]
SenderCompID=3DSENDER2
...

That should give you no problem.

On Aug 3, 2005, at 10:20 AM, VP Marketing IT Asset Enterprise =20
Technologies wrote:

> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/=20
> html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> Hi
>
> I have a need to route orders using two different FIX Sender =20
> CompIDs to the same
> counterparty representing two different BUSINESS Units.
>
> Is it possible to configure like this? Has anyone done anything =20
> like this.
>
> I have traditionally done 1 sender comp id to any number of target =20
> comp id.
>
> never more than 1 sender comp id. Further more two connections to =20
> the same
> counterparty. Only difference is the sender comp id.
>
>
> Thank you
> --
> RK
>
>
> -------------------------------------------------------
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>

[Quickfix-developers] Multiple connections

[Christopher K. <chr...@gm...>]

Hello everyone.  Thank you for the responses before, it was quite helpful.
I have another quick question about quickfix.  Is it possible to use
quickfix to have multiple connections to one session?  I am writing a
java application that initates the connection, but the other party
only allows one fix connection but said I can use the sendersubid to
distinguish between different computers.  However, when I start my app
on my computer, and then try to start the same app on a different
computer, it can't login (since the other party won't let me) nor can
I figure out a way to "pretend" that the session has already
started...

is this possible with quickfix?

Thank you again for another tremendously successful open source project.
-Chris

[Quickfix-developers] Quickfix Configuration Question...

[VP M. IT A. E. T. <ass...@gm...>]

Hi

I have a need to route orders using two different FIX Sender CompIDs to the=
 same
counterparty representing two different BUSINESS Units.

Is it possible to configure like this? Has anyone done anything like this.

I have traditionally done 1 sender comp id to any number of target comp id.

never more than 1 sender comp id. Further more two connections to the same
counterparty. Only difference is the sender comp id.


Thank you
--
RK

Re: [Quickfix-developers] Re: [Quickfix-users] Re: threading growth issue?

[Oren M. <or...@qu...>]

I'll investigate this.

--oren

On Aug 3, 2005, at 9:14 PM, Alvin Wang wrote:

>
> OK. Now I am running Java 1.5.0_02 with QF 1.10.2(Java/JNI). There =20
> is no crash anymore. However, I am still experiencing the threading =20=

> growth issue described in my previous email in this thread. It =20
> seems to me that this problem has not fixed in QF 1.10, or it is =20
> something else.
>
> Oren, could you give us some insights? thanks
> Alvin
>
>
>
>
> Joerg Thoennes <Joe...@ma...>
> Sent by: qui...@li...
> 07/21/2005 02:23 PM
>
>
>         To:        Alvin Wang <AW...@FF...>
>         cc:        Oren Miller <or...@qu...>, quickfix-=20
> dev...@li..., quickfix-users list <quickfix-=20
> us...@li...>
>         bcc:
>         Subject:        [Quickfix-developers] Re: [Quickfix-users] =20
> Re: threading growth issue?
>
>
>
> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/=20
> html/index.html
> QuickFIX FAQ: http://www.quickfixengine.org/wikifix/index.php?=20
> QuickFixFAQ
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> Alvin Wang wrote:
> > It is Initiator. Only one session. Version is quickfix-1.9.4. OS =20
> is Windows Server 2003
> > SP1.
> >
> > The reason we use JConsole to monitor QF is that we updated from =20
> Java
> > 1.5.0_02 to 1.5.0_04 and then the FIX engine crash once or twice =20
> every day
> > (sometimes when session is up and sometime session is down). I do =20=

> not know
> > if the crash has anything to do with threading growth.  We did =20
> not have
> > the crash when we used Java 1.5.0_02, but I do not know what about
> > threading growth issue under 1.5.0_02.  I also am not sure if the =20=

> crash is
> > related to java itself or to QF.
>
> Maybe this sections from the 1.10.0 release notes is relevant, =20
> since the # of threads
> climbs until StartTime:
>
> > Initiator will no longer initiate socket connections outside of =20
> the session
> > time.  Previously it would connect and immediately close =20
> connection during
> > every retry interval.
>
> Oren, perhaps you can give more details what you have changed here.
>
> Cheers, J=F6rg
>
> --=20
> Joerg Thoennes
>                                http://macd.com
> Tel.: +49 (0)241 44597-24      Macdonald Associates GmbH
> Fax : +49 (0)241 44597-10      Lothringer Str. 52, D-52070 Aachen
>
>
> -------------------------------------------------------
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> _______________________________________________
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> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>
>
> **********************************************************************=20=

>  This e-mail message is intended solely for the use of the =20
> addressee. The message may contain information that is privileged =20
> and confidential. Disclosure to anyone other than the intended =20
> recipient is prohibited. If you are not the intended recipient, =20
> please do not disseminate, distribute or copy this communication, =20
> by e-mail or otherwise. Instead, please notify us immediately by =20
> return e-mail (including the original message with your reply) and =20
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Re: [Quickfix-developers] Re: [Quickfix-users] Re: threading growth issue?

[Alvin W. <AW...@FF...>]

OK. Now I am running Java 1.5.0_02 with QF 1.10.2(Java/JNI). There is no cr=
ash anymore. However, I am still=20
experiencing the threading growth issue described in my previous email in=
=20
this thread. It seems to me that this problem has not fixed in QF 1.10, or=
=20
it is something else.

Oren, could you give us some insights? thanks
Alvin






Joerg Thoennes <Joe...@ma...>
Sent by: qui...@li...
07/21/2005 02:23 PM

=20
        To:     Alvin Wang <AW...@FF...>
        cc:     Oren Miller <or...@qu...>,=20
qui...@li..., quickfix-users list=20
<qui...@li...>
        bcc:=20
        Subject:        [Quickfix-developers] Re: [Quickfix-users] Re: thre=
ading growth issue?


QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/ind=
ex.html
QuickFIX FAQ: http://www.quickfixengine.org/wikifix/index.php?QuickFixFAQ
QuickFIX Support: http://www.quickfixengine.org/services.html

Alvin Wang wrote:
> It is Initiator. Only one session. Version is quickfix-1.9.4. OS is=20
Windows Server 2003=20
> SP1.
>=20
> The reason we use JConsole to monitor QF is that we updated from Java=20
> 1.5.0_02 to 1.5.0_04 and then the FIX engine crash once or twice every=20
day=20
> (sometimes when session is up and sometime session is down). I do not=20
know=20
> if the crash has anything to do with threading growth.  We did not have=
=20
> the crash when we used Java 1.5.0_02, but I do not know what about=20
> threading growth issue under 1.5.0_02.  I also am not sure if the crash=
=20
is=20
> related to java itself or to QF.=20

Maybe this sections from the 1.10.0 release notes is relevant, since the #=
=20
of threads=20
climbs until StartTime:

> Initiator will no longer initiate socket connections outside of the=20
session
> time.  Previously it would connect and immediately close connection=20
during
> every retry interval.

Oren, perhaps you can give more details what you have changed here.

Cheers, J=F6rg

--=20
Joerg Thoennes
                                http://macd.com
Tel.: +49 (0)241 44597-24      Macdonald Associates GmbH
Fax : +49 (0)241 44597-10      Lothringer Str. 52, D-52070 Aachen


-------------------------------------------------------
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https://lists.sourceforge.net/lists/listinfo/quickfix-developers



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[Quickfix-developers] Re: Exception_Access_Violation...

[Sathyanarayana N. <sam...@ya...>]

Hi,
Thanks for the reply.

We are not throwing any RTE out of fromApp() method,
our usage goes as follows

public void fromApp(Message message, SessionID
sessionID) throws FieldNotFound, IncorrectDataFormat,
IncorrectTagValue, UnsupportedMessageType {
        crack(message, sessionID);
}

-- Sathya

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>
http://www.quickfixengine.org/wikifix/index.php?QuickFixFAQ
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> http://www.quickfixengine.org/services.html
> 
> 
> 
> Today's Topics:
> 
>    1. Re: Exception_Access_Violation... (Oren
> Miller)
>    2. Re: UseDataDictionary and repeating groups
> (Dale Wilson)
>    3. Re: UseDataDictionary and repeating groups
> (Oren Miller)
> 
> --__--__--
> 
> Message: 1
> Cc: qui...@li...
> From: Oren Miller <or...@qu...>
> Subject: Re: [Quickfix-developers]
> Exception_Access_Violation...
> Date: Tue, 2 Aug 2005 10:29:11 -0500
> To: Sathyanarayana Nadig <sam...@ya...>
> 
> Are you throwing some sort of runtime exception out
> of the fromApp  
> method?
> 
> --oren
> 
> On Aug 2, 2005, at 8:12 AM, Sathyanarayana Nadig
> wrote:
> 
> > QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/ 
> > html/index.html
> > QuickFIX Support:
> http://www.quickfixengine.org/services.html
> >
> > Hi All,
> >
> > We get the following error when we insert data
> into
> > MySQL database followed by calling the
> > Session.sendToTarget(message,sid) method to send
> the
> > message to the other party.
> >
> > Any help/suggestions in this regard is Welcome.
> >
> > -Thanks
> > Sathya
> >
> > The server crashes with the following dump.
> > ----------------------------------
> >
> > An unexpected exception has been detected in
> native
> > code outside the VM.
> > Unexpected Signal : EXCEPTION_ACCESS_VIOLATION
> > (0xc0000005) occurred at PC=0xB50715
> > Function=[Unknown.]
> > Library=(N/A)
> >
> > NOTE: We are unable to locate the function name
> symbol
> > for the error
> >       just occurred. Please refer to release
> > documentation for possible
> >       reason and solutions.
> >
> >
> > Current Java thread:
> >     at quickfix.Session.sendToTarget(Native
> Method)
> >     at
> >
>
com.dsl.fcc.ordermatch.MalibuApplication.updateOrder(Unknown
> > Source)
> >     at
> >
>
com.dsl.fcc.ordermatch.MalibuApplication.acceptOrder(Unknown
> > Source)
> >     at
> >
>
com.dsl.fcc.ordermatch.MalibuApplication.onMessage(Unknown
> > Source)
> >     at
> quickfix.fix42.MessageCracker.crack42(Unknown
> > Source)
> >     at quickfix.fix42.MessageCracker.crack(Unknown
> > Source)
> >     at
> >
>
com.dsl.fcc.ordermatch.MalibuApplication.fromApp(Unknown
> > Source)
> >
> > Dynamic libraries:
> > 0x00400000 - 0x0040B000    
> C:\j2sdk1.4.2_06\bin\java.exe
> > 0x77F50000 - 0x77FF7000    
> C:\WINDOWS\System32\ntdll.dll
> > 0x77E60000 - 0x77F46000
> > C:\WINDOWS\system32\kernel32.dll
> > 0x77DD0000 - 0x77E5D000
> > C:\WINDOWS\system32\ADVAPI32.dll
> > 0x78000000 - 0x78087000
> > C:\WINDOWS\system32\RPCRT4.dll
> > 0x77C10000 - 0x77C63000
> > C:\WINDOWS\system32\MSVCRT.dll
> > 0x08000000 - 0x08139000
> > C:\j2sdk1.4.2_06\jre\bin\client\jvm.dll
> > 0x77D40000 - 0x77DCD000
> > C:\WINDOWS\system32\USER32.dll
> > 0x7F000000 - 0x7F041000    
> C:\WINDOWS\system32\GDI32.dll
> > 0x76B40000 - 0x76B6C000    
> C:\WINDOWS\System32\WINMM.dll
> > 0x6BD00000 - 0x6BD0D000
> > C:\WINDOWS\System32\SYNCOR11.DLL
> > 0x10000000 - 0x10007000
> > C:\j2sdk1.4.2_06\jre\bin\hpi.dll
> > 0x00390000 - 0x0039E000
> > C:\j2sdk1.4.2_06\jre\bin\verify.dll
> > 0x003A0000 - 0x003B9000
> > C:\j2sdk1.4.2_06\jre\bin\java.dll
> > 0x003C0000 - 0x003CD000
> > C:\j2sdk1.4.2_06\jre\bin\zip.dll
> > 0x02C60000 - 0x02D75000
> > E:\OnJob\FIX\myProg\Malibu\lib\quickfix_jni.dll
> > 0x71AB0000 - 0x71AC5000
> > C:\WINDOWS\System32\WS2_32.dll
> > 0x71AA0000 - 0x71AA8000
> > C:\WINDOWS\System32\WS2HELP.dll
> > 0x4FEC0000 - 0x4FFF6000    
> C:\WINDOWS\system32\ole32.dll
> > 0x77120000 - 0x771AB000
> > C:\WINDOWS\system32\OLEAUT32.dll
> > 0x55900000 - 0x55961000
> > C:\WINDOWS\System32\MSVCP60.dll
> > 0x5AD70000 - 0x5ADA4000
> > C:\WINDOWS\System32\uxtheme.dll
> > 0x74720000 - 0x74764000    
> C:\WINDOWS\System32\MSCTF.dll
> > 0x7C890000 - 0x7C911000
> > C:\WINDOWS\System32\CLBCATQ.DLL
> > 0x77050000 - 0x77115000
> > C:\WINDOWS\System32\COMRes.dll
> > 0x77C00000 - 0x77C07000
> > C:\WINDOWS\system32\VERSION.dll
> > 0x71A50000 - 0x71A8B000
> > C:\WINDOWS\system32\mswsock.dll
> > 0x71A90000 - 0x71A98000
> > C:\WINDOWS\System32\wshtcpip.dll
> > 0x030A0000 - 0x030AF000
> > C:\j2sdk1.4.2_06\jre\bin\net.dll
> > 0x76F20000 - 0x76F45000
> > C:\WINDOWS\System32\DNSAPI.dll
> > 0x76FB0000 - 0x76FB7000
> > C:\WINDOWS\System32\winrnr.dll
> > 0x76F60000 - 0x76F8C000
> > C:\WINDOWS\system32\WLDAP32.dll
> > 0x76FC0000 - 0x76FC5000
> > C:\WINDOWS\System32\rasadhlp.dll
> > 0x76C90000 - 0x76CB2000
> > C:\WINDOWS\system32\imagehlp.dll
> > 0x6D510000 - 0x6D58D000
> > C:\WINDOWS\system32\DBGHELP.dll
> > 0x76BF0000 - 0x76BFB000    
> C:\WINDOWS\System32\PSAPI.DLL
> >
> > Heap at VM Abort:
> > Heap
> >  def new generation   total 576K, used 387K
> > [0x10010000, 0x100b0000, 0x104f0000)
> >   eden space 512K,  75% used [0x10010000,
> 0x10070c68,
> > 0x10090000)
> 
=== message truncated ===



		
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Re: [Quickfix-developers] UseDataDictionary and repeating groups

[Oren M. <or...@qu...>]

Dale explained the technical reason why the first field must be in =20
order.  The main reason the rest of them must be in order is because =20
the specification requires it:

"Message Format

...

4. Fields within repeating data groups must be specified in the order =20=

that the fields are
specified in the message definition within the FIX specification =20
document.  The NoXXX field
where XXX is the field being counted specifies the number of =20
repeating group instances that
must immediately precede the repeating group contents.

..."

On Aug 2, 2005, at 9:31 PM, Alvin Wang wrote:

>
> Why is the order of the fields in a repeating groups important?
>
>
>
> Joerg Thoennes <Joe...@ma...>
> Sent by: qui...@li...
> 08/02/2005 10:37 AM
>
>
>         To:        Alvin Wang <AW...@FF...>
>         cc:        qui...@li..., =20
> qui...@li...
>         bcc:
>         Subject:        Re: [Quickfix-developers] UseDataDictionary =20=

> and repeating groups
>
>
>
> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/=20
> html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> Alvin Wang wrote:
> > Hi, I just wonder why UseDataDictionary has to be set as Y in =20
> order to use
> > repeating groups? This is not very convenient...
>
> To parse repeating groups correctly, the order of fields is =20
> important. Without a data
> dictionary, QF does not know anything about the field order.
>
> Cheers, J=F6rg
>
> --=20
> Joerg Thoennes
>                                http://macd.com
> Tel.: +49 (0)241 44597-24      Macdonald Associates GmbH
> Fax : +49 (0)241 44597-10      Lothringer Str. 52, D-52070 Aachen
>
>
> -------------------------------------------------------
> SF.Net email is sponsored by: Discover Easy Linux Migration Strategies
> from IBM. Find simple to follow Roadmaps, straightforward articles,
> informative Webcasts and more! Get everything you need to get up to
> speed, fast. http://ads.osdn.com/?ad_id=3D7477&alloc_id=3D16492&op=3Dcli=
ck
> _______________________________________________
> Quickfix-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>
>
> **********************************************************************=20=

>  This e-mail message is intended solely for the use of the =20
> addressee. The message may contain information that is privileged =20
> and confidential. Disclosure to anyone other than the intended =20
> recipient is prohibited. If you are not the intended recipient, =20
> please do not disseminate, distribute or copy this communication, =20
> by e-mail or otherwise. Instead, please notify us immediately by =20
> return e-mail (including the original message with your reply) and =20
> then delete and discard all copies of the message. We have taken =20
> precautions to minimize the risk of transmitting software viruses =20
> but nevertheless advise you to carry out your own virus checks on =20
> any attachment to this message. We accept no liability for any loss =20=

> or damage caused by software viruses. =20
> **********************************************************************

Re: [Quickfix-developers] UseDataDictionary and repeating groups

[Dale W. <wil...@oc...>]

Hi Alvin,

I'd suggest option 2.  If you and a counterparty have agreed (if only by 
decree from the counter party) on an extension to the protocol, adding 
it to a custom dictionary for that counterparty documents and validates 
the agreement.

In fact the software I work on presently interacts with 5 different 
exchanges and each of them has it's own dictionary. (Exchanges do like 
their custom fields ;-}  )  Each of these custom dictionaries is an 
extension of the original FIX42.xml file.

On your other question.  There is nothing in the message itself that 
delimits the beginning and ending of a group and the boundaries between 
group entries other than the knowledge of which tags represent group 
counts, and which tags MUST appear as the first field within each group 
entry so without either a dictionary or many, many hard coded magic 
numbers (shudder) messages containing groups cannot be reliably decoded.

Dale

Alvin Wang wrote:

>
> For example, one counterparty has MONEYMARKET as a YieldType(235) 
> value. But MONEYMARKET is not a standard value. As a result, QF 
> rejected the msg. What should I do?
> 1. Ask the counterparty to change their code for me?
> 2. add MONEYMARKET into the dictionary?
> 3. not use dictionary at all?
> 4. can I have a configuration in QF to escape this?
>
> Thanks
> Alvin
>


-- 
-----------------------------------------------------
  Dale Wilson, Senior Software Engineer      
  Object Computing, Inc. (OCI)
  http://www.ociweb.com/  http://www.theaceorb.com/
----------------------------------------------------

Re: [Quickfix-developers] Exception_Access_Violation...

[Oren M. <or...@qu...>]

Are you throwing some sort of runtime exception out of the fromApp  
method?

--oren

On Aug 2, 2005, at 8:12 AM, Sathyanarayana Nadig wrote:

> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/ 
> html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> Hi All,
>
> We get the following error when we insert data into
> MySQL database followed by calling the
> Session.sendToTarget(message,sid) method to send the
> message to the other party.
>
> Any help/suggestions in this regard is Welcome.
>
> -Thanks
> Sathya
>
> The server crashes with the following dump.
> ----------------------------------
>
> An unexpected exception has been detected in native
> code outside the VM.
> Unexpected Signal : EXCEPTION_ACCESS_VIOLATION
> (0xc0000005) occurred at PC=0xB50715
> Function=[Unknown.]
> Library=(N/A)
>
> NOTE: We are unable to locate the function name symbol
> for the error
>       just occurred. Please refer to release
> documentation for possible
>       reason and solutions.
>
>
> Current Java thread:
>     at quickfix.Session.sendToTarget(Native Method)
>     at
> com.dsl.fcc.ordermatch.MalibuApplication.updateOrder(Unknown
> Source)
>     at
> com.dsl.fcc.ordermatch.MalibuApplication.acceptOrder(Unknown
> Source)
>     at
> com.dsl.fcc.ordermatch.MalibuApplication.onMessage(Unknown
> Source)
>     at quickfix.fix42.MessageCracker.crack42(Unknown
> Source)
>     at quickfix.fix42.MessageCracker.crack(Unknown
> Source)
>     at
> com.dsl.fcc.ordermatch.MalibuApplication.fromApp(Unknown
> Source)
>
> Dynamic libraries:
> 0x00400000 - 0x0040B000     C:\j2sdk1.4.2_06\bin\java.exe
> 0x77F50000 - 0x77FF7000     C:\WINDOWS\System32\ntdll.dll
> 0x77E60000 - 0x77F46000
> C:\WINDOWS\system32\kernel32.dll
> 0x77DD0000 - 0x77E5D000
> C:\WINDOWS\system32\ADVAPI32.dll
> 0x78000000 - 0x78087000
> C:\WINDOWS\system32\RPCRT4.dll
> 0x77C10000 - 0x77C63000
> C:\WINDOWS\system32\MSVCRT.dll
> 0x08000000 - 0x08139000
> C:\j2sdk1.4.2_06\jre\bin\client\jvm.dll
> 0x77D40000 - 0x77DCD000
> C:\WINDOWS\system32\USER32.dll
> 0x7F000000 - 0x7F041000     C:\WINDOWS\system32\GDI32.dll
> 0x76B40000 - 0x76B6C000     C:\WINDOWS\System32\WINMM.dll
> 0x6BD00000 - 0x6BD0D000
> C:\WINDOWS\System32\SYNCOR11.DLL
> 0x10000000 - 0x10007000
> C:\j2sdk1.4.2_06\jre\bin\hpi.dll
> 0x00390000 - 0x0039E000
> C:\j2sdk1.4.2_06\jre\bin\verify.dll
> 0x003A0000 - 0x003B9000
> C:\j2sdk1.4.2_06\jre\bin\java.dll
> 0x003C0000 - 0x003CD000
> C:\j2sdk1.4.2_06\jre\bin\zip.dll
> 0x02C60000 - 0x02D75000
> E:\OnJob\FIX\myProg\Malibu\lib\quickfix_jni.dll
> 0x71AB0000 - 0x71AC5000
> C:\WINDOWS\System32\WS2_32.dll
> 0x71AA0000 - 0x71AA8000
> C:\WINDOWS\System32\WS2HELP.dll
> 0x4FEC0000 - 0x4FFF6000     C:\WINDOWS\system32\ole32.dll
> 0x77120000 - 0x771AB000
> C:\WINDOWS\system32\OLEAUT32.dll
> 0x55900000 - 0x55961000
> C:\WINDOWS\System32\MSVCP60.dll
> 0x5AD70000 - 0x5ADA4000
> C:\WINDOWS\System32\uxtheme.dll
> 0x74720000 - 0x74764000     C:\WINDOWS\System32\MSCTF.dll
> 0x7C890000 - 0x7C911000
> C:\WINDOWS\System32\CLBCATQ.DLL
> 0x77050000 - 0x77115000
> C:\WINDOWS\System32\COMRes.dll
> 0x77C00000 - 0x77C07000
> C:\WINDOWS\system32\VERSION.dll
> 0x71A50000 - 0x71A8B000
> C:\WINDOWS\system32\mswsock.dll
> 0x71A90000 - 0x71A98000
> C:\WINDOWS\System32\wshtcpip.dll
> 0x030A0000 - 0x030AF000
> C:\j2sdk1.4.2_06\jre\bin\net.dll
> 0x76F20000 - 0x76F45000
> C:\WINDOWS\System32\DNSAPI.dll
> 0x76FB0000 - 0x76FB7000
> C:\WINDOWS\System32\winrnr.dll
> 0x76F60000 - 0x76F8C000
> C:\WINDOWS\system32\WLDAP32.dll
> 0x76FC0000 - 0x76FC5000
> C:\WINDOWS\System32\rasadhlp.dll
> 0x76C90000 - 0x76CB2000
> C:\WINDOWS\system32\imagehlp.dll
> 0x6D510000 - 0x6D58D000
> C:\WINDOWS\system32\DBGHELP.dll
> 0x76BF0000 - 0x76BFB000     C:\WINDOWS\System32\PSAPI.DLL
>
> Heap at VM Abort:
> Heap
>  def new generation   total 576K, used 387K
> [0x10010000, 0x100b0000, 0x104f0000)
>   eden space 512K,  75% used [0x10010000, 0x10070c68,
> 0x10090000)
>   from space 64K,   0% used [0x10090000, 0x10090000,
> 0x100a0000)
>   to   space 64K,   0% used [0x100a0000, 0x100a0000,
> 0x100b0000)
>  tenured generation   total 1408K, used 206K
> [0x104f0000, 0x10650000, 0x14010000)
>    the space 1408K,  14% used [0x104f0000, 0x10523bd8,
> 0x10523c00, 0x10650000)
>  compacting perm gen  total 8704K, used 8463K
> [0x14010000, 0x14890000, 0x18010000)
>    the space 8704K,  97% used [0x14010000, 0x14853ed8,
> 0x14854000, 0x14890000)
>
> Local Time = Tue Aug 02 17:52:39 2005
> Elapsed Time = 36
> #
> # The exception above was detected in native code
> outside the VM
> #
> # Java VM: Java HotSpot(TM) Client VM (1.4.2_06-b03
> mixed mode)
> #
>
>
>
>
> ____________________________________________________
> Start your day with Yahoo! - make it your home page
> http://www.yahoo.com/r/hs
>
>
>
> -------------------------------------------------------
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>

Re: [Quickfix-developers] UseDataDictionary and repeating groups

[Alvin W. <AW...@FF...>]

For example, one counterparty has MONEYMARKET as a YieldType(235) value. 
But MONEYMARKET is not a standard value. As a result, QF rejected the msg. 
What should I do?
1. Ask the counterparty to change their code for me?
2. add MONEYMARKET into the dictionary?
3. not use dictionary at all?
4. can I have a configuration in QF to escape this?

Thanks
Alvin






Dale Wilson <wil...@oc...>
08/02/2005 11:03 AM

 
        To:     Alvin Wang <AW...@FF...>
        cc:     qui...@li..., 
qui...@li...
        bcc: 
        Subject:        Re: [Quickfix-developers] UseDataDictionary and repeating groups


Hi Alvin,

Alvin Wang wrote: 

Hi, I just wonder why UseDataDictionary has to be set as Y in order to use 
repeating groups? This is not very convenient... 
Just out of curiosity, why is it inconvenient?  Are you haveing other 
problems because the dictionary is being used?

Dale


Thanks 
-- 
-----------------------------------------------------
  Dale Wilson, Senior Software Engineer 
  Object Computing, Inc. (OCI)
  http://www.ociweb.com/  http://www.theaceorb.com/
----------------------------------------------------


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Re: [Quickfix-developers] UseDataDictionary and repeating groups

[Alvin W. <AW...@FF...>]

Why is the order of the fields in a repeating groups important?





Joerg Thoennes <Joe...@ma...>
Sent by: qui...@li...
08/02/2005 10:37 AM

=20
        To:     Alvin Wang <AW...@FF...>
        cc:     qui...@li...,=20
qui...@li...
        bcc:=20
        Subject:        Re: [Quickfix-developers] UseDataDictionary and rep=
eating groups


QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/ind=
ex.html
QuickFIX Support: http://www.quickfixengine.org/services.html

Alvin Wang wrote:
> Hi, I just wonder why UseDataDictionary has to be set as Y in order to=20
use=20
> repeating groups? This is not very convenient...

To parse repeating groups correctly, the order of fields is important.=20
Without a data=20
dictionary, QF does not know anything about the field order.

Cheers, J=F6rg

--=20
Joerg Thoennes
                                http://macd.com
Tel.: +49 (0)241 44597-24      Macdonald Associates GmbH
Fax : +49 (0)241 44597-10      Lothringer Str. 52, D-52070 Aachen


-------------------------------------------------------
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The message may contain information that is privileged and confidential. =
=20
Disclosure to anyone other than the intended recipient is
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Re: [Quickfix-developers] UseDataDictionary and repeating groups

[Dale W. <wil...@oc...>]

Hi Alvin,

Alvin Wang wrote:

>
> Hi, I just wonder why UseDataDictionary has to be set as Y in order to 
> use repeating groups? This is not very convenient...

Just out of curiosity, why is it inconvenient?  Are you haveing other 
problems because the dictionary is being used?

Dale

>
> Thanks

-- 

-----------------------------------------------------
  Dale Wilson, Senior Software Engineer      
  Object Computing, Inc. (OCI)
  http://www.ociweb.com/  http://www.theaceorb.com/
----------------------------------------------------

[Quickfix-developers] UseDataDictionary and repeating groups

[<Ark...@ub...>]

You can specify your oen order by using the Group class directly.

-----Original Message-----
From: qui...@li...
[mailto:qui...@li...]On Behalf Of
Joerg Thoennes
Sent: Tuesday, August 02, 2005 10:38 AM
To: Alvin Wang
Cc: qui...@li...;
qui...@li...
Subject: Re: [Quickfix-developers] UseDataDictionary and repeating
groups


QuickFIX Documentation: =
http://www.quickfixengine.org/quickfix/doc/html/index.html
QuickFIX Support: http://www.quickfixengine.org/services.html

Alvin Wang wrote:
> Hi, I just wonder why UseDataDictionary has to be set as Y in order to =
use=20
> repeating groups? This is not very convenient...

To parse repeating groups correctly, the order of fields is important. =
Without a data=20
dictionary, QF does not know anything about the field order.

Cheers, J=F6rg

--=20
Joerg Thoennes
                                http://macd.com
Tel.: +49 (0)241 44597-24      Macdonald Associates GmbH
Fax : +49 (0)241 44597-10      Lothringer Str. 52, D-52070 Aachen


-------------------------------------------------------
SF.Net email is sponsored by: Discover Easy Linux Migration Strategies
from IBM. Find simple to follow Roadmaps, straightforward articles,
informative Webcasts and more! Get everything you need to get up to
speed, fast. =
http://ads.osdn.com/?ad_id=3D7477&alloc_id=3D16492&op=3Dclick
_______________________________________________
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Qui...@li...
https://lists.sourceforge.net/lists/listinfo/quickfix-developers

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Re: [Quickfix-developers] UseDataDictionary and repeating groups

[Joerg T. <Joe...@ma...>]

Alvin Wang wrote:
> Hi, I just wonder why UseDataDictionary has to be set as Y in order to use 
> repeating groups? This is not very convenient...

To parse repeating groups correctly, the order of fields is important. Without a data 
dictionary, QF does not know anything about the field order.

Cheers, Jörg

-- 
Joerg Thoennes
                                http://macd.com
Tel.: +49 (0)241 44597-24      Macdonald Associates GmbH
Fax : +49 (0)241 44597-10      Lothringer Str. 52, D-52070 Aachen

[Quickfix-developers] UseDataDictionary and repeating groups

[Alvin W. <AW...@FF...>]

Hi, I just wonder why UseDataDictionary has to be set as Y in order to use 
repeating groups? This is not very convenient...

Thanks
Alvin
                                                                                                                                                                                                                                                                                                    **********************************************************************
This e-mail message is intended solely for the use of the addressee.
The message may contain information that is privileged and confidential.  
Disclosure to anyone other than the intended recipient is
prohibited. If you are not the intended recipient, please do not
disseminate, distribute or copy this communication, by e-mail or
otherwise. Instead, please notify us immediately by return e-mail
(including the original message with your reply) and then delete
and discard all copies of the message. We have taken precautions to
minimize the risk of transmitting software viruses but nevertheless
advise you to carry out your own virus checks on any attachment to
this message.  We accept no liability for any loss or damage caused
by software viruses.
**********************************************************************

[Quickfix-developers] Exception_Access_Violation...

[Sathyanarayana N. <sam...@ya...>]

Hi All,

We get the following error when we insert data into
MySQL database followed by calling the
Session.sendToTarget(message,sid) method to send the 
message to the other party.

Any help/suggestions in this regard is Welcome.

-Thanks
Sathya

The server crashes with the following dump.
----------------------------------

An unexpected exception has been detected in native
code outside the VM.
Unexpected Signal : EXCEPTION_ACCESS_VIOLATION
(0xc0000005) occurred at PC=0xB50715
Function=[Unknown.]
Library=(N/A)

NOTE: We are unable to locate the function name symbol
for the error
      just occurred. Please refer to release
documentation for possible
      reason and solutions.


Current Java thread:
	at quickfix.Session.sendToTarget(Native Method)
	at
com.dsl.fcc.ordermatch.MalibuApplication.updateOrder(Unknown
Source)
	at
com.dsl.fcc.ordermatch.MalibuApplication.acceptOrder(Unknown
Source)
	at
com.dsl.fcc.ordermatch.MalibuApplication.onMessage(Unknown
Source)
	at quickfix.fix42.MessageCracker.crack42(Unknown
Source)
	at quickfix.fix42.MessageCracker.crack(Unknown
Source)
	at
com.dsl.fcc.ordermatch.MalibuApplication.fromApp(Unknown
Source)

Dynamic libraries:
0x00400000 - 0x0040B000 	C:\j2sdk1.4.2_06\bin\java.exe
0x77F50000 - 0x77FF7000 	C:\WINDOWS\System32\ntdll.dll
0x77E60000 - 0x77F46000 
C:\WINDOWS\system32\kernel32.dll
0x77DD0000 - 0x77E5D000 
C:\WINDOWS\system32\ADVAPI32.dll
0x78000000 - 0x78087000 
C:\WINDOWS\system32\RPCRT4.dll
0x77C10000 - 0x77C63000 
C:\WINDOWS\system32\MSVCRT.dll
0x08000000 - 0x08139000 
C:\j2sdk1.4.2_06\jre\bin\client\jvm.dll
0x77D40000 - 0x77DCD000 
C:\WINDOWS\system32\USER32.dll
0x7F000000 - 0x7F041000 	C:\WINDOWS\system32\GDI32.dll
0x76B40000 - 0x76B6C000 	C:\WINDOWS\System32\WINMM.dll
0x6BD00000 - 0x6BD0D000 
C:\WINDOWS\System32\SYNCOR11.DLL
0x10000000 - 0x10007000 
C:\j2sdk1.4.2_06\jre\bin\hpi.dll
0x00390000 - 0x0039E000 
C:\j2sdk1.4.2_06\jre\bin\verify.dll
0x003A0000 - 0x003B9000 
C:\j2sdk1.4.2_06\jre\bin\java.dll
0x003C0000 - 0x003CD000 
C:\j2sdk1.4.2_06\jre\bin\zip.dll
0x02C60000 - 0x02D75000 
E:\OnJob\FIX\myProg\Malibu\lib\quickfix_jni.dll
0x71AB0000 - 0x71AC5000 
C:\WINDOWS\System32\WS2_32.dll
0x71AA0000 - 0x71AA8000 
C:\WINDOWS\System32\WS2HELP.dll
0x4FEC0000 - 0x4FFF6000 	C:\WINDOWS\system32\ole32.dll
0x77120000 - 0x771AB000 
C:\WINDOWS\system32\OLEAUT32.dll
0x55900000 - 0x55961000 
C:\WINDOWS\System32\MSVCP60.dll
0x5AD70000 - 0x5ADA4000 
C:\WINDOWS\System32\uxtheme.dll
0x74720000 - 0x74764000 	C:\WINDOWS\System32\MSCTF.dll
0x7C890000 - 0x7C911000 
C:\WINDOWS\System32\CLBCATQ.DLL
0x77050000 - 0x77115000 
C:\WINDOWS\System32\COMRes.dll
0x77C00000 - 0x77C07000 
C:\WINDOWS\system32\VERSION.dll
0x71A50000 - 0x71A8B000 
C:\WINDOWS\system32\mswsock.dll
0x71A90000 - 0x71A98000 
C:\WINDOWS\System32\wshtcpip.dll
0x030A0000 - 0x030AF000 
C:\j2sdk1.4.2_06\jre\bin\net.dll
0x76F20000 - 0x76F45000 
C:\WINDOWS\System32\DNSAPI.dll
0x76FB0000 - 0x76FB7000 
C:\WINDOWS\System32\winrnr.dll
0x76F60000 - 0x76F8C000 
C:\WINDOWS\system32\WLDAP32.dll
0x76FC0000 - 0x76FC5000 
C:\WINDOWS\System32\rasadhlp.dll
0x76C90000 - 0x76CB2000 
C:\WINDOWS\system32\imagehlp.dll
0x6D510000 - 0x6D58D000 
C:\WINDOWS\system32\DBGHELP.dll
0x76BF0000 - 0x76BFB000 	C:\WINDOWS\System32\PSAPI.DLL

Heap at VM Abort:
Heap
 def new generation   total 576K, used 387K
[0x10010000, 0x100b0000, 0x104f0000)
  eden space 512K,  75% used [0x10010000, 0x10070c68,
0x10090000)
  from space 64K,   0% used [0x10090000, 0x10090000,
0x100a0000)
  to   space 64K,   0% used [0x100a0000, 0x100a0000,
0x100b0000)
 tenured generation   total 1408K, used 206K
[0x104f0000, 0x10650000, 0x14010000)
   the space 1408K,  14% used [0x104f0000, 0x10523bd8,
0x10523c00, 0x10650000)
 compacting perm gen  total 8704K, used 8463K
[0x14010000, 0x14890000, 0x18010000)
   the space 8704K,  97% used [0x14010000, 0x14853ed8,
0x14854000, 0x14890000)

Local Time = Tue Aug 02 17:52:39 2005
Elapsed Time = 36
#
# The exception above was detected in native code
outside the VM
#
# Java VM: Java HotSpot(TM) Client VM (1.4.2_06-b03
mixed mode)
#



		
____________________________________________________
Start your day with Yahoo! - make it your home page 
http://www.yahoo.com/r/hs 
 

Re: [Quickfix-developers] Message and connection

[Joerg T. <Joe...@ma...>]

Martin Tanguay wrote:
> Is there a parameter to avoid the quickfix session to buffer the 
> outgoing messages if it is not actually connected?

No, a FIX session exists independent of whether there is a connection between the two 
parties. Its starts at sequence number 1 and ends at some arbitrarily high integer N.

FIX requires the sender to save all outgoing messages to satisfy any resend requests from 
the other side. Basically you never know whether the other side has received all messages 
sent by you. FIX is optimistic here; it is assumed that every messages arrived unless told 
otherwise (by a ResendRequest).

Therefore, QuickFIX stores (buffers) all message send to a session and forwards them to 
the other side if (or as soon) it has a connection.

But you could check session.isLoggedOn() to check whether a session is currently logged on 
before you use sendToTarget() to send any messages to it. Or you could watch the current 
session state using the Application callbacks onLogon() and onLogout().

Why do you need that functionality?

> Let's say that a client sends multiple messages, without being 
> connected.  When he connect, all previous message are sent.  Is there a 
> built-in parameter that avoid that?  I tried :
> CheckLatency=Y
> MaxLatency=10

This parameter tells which latency should be tolerated, ie the SendingTime field of the 
incoming message contains time X, and you receive this messsage at time X+N. Then N is the 
latency. If N > 10 in your case, the connection is dropped due to latency problems.

Cheers, Jörg

-- 
Joerg Thoennes
                                http://macd.com
Tel.: +49 (0)241 44597-24      Macdonald Associates GmbH
Fax : +49 (0)241 44597-10      Lothringer Str. 52, D-52070 Aachen

[Quickfix-developers] Message and connection

[Martin T. <mta...@ho...>]

Hi,

Is there a parameter to avoid the quickfix session to buffer the outgoing 
messages if it is not actually connected?

Let's say that a client sends multiple messages, without being connected.  
When he connect, all previous message are sent.  Is there a built-in 
parameter that avoid that?  I tried :
CheckLatency=Y
MaxLatency=10

but it does not give the result I attemped, maybe there is other params.

Regards,
Martin

Re: [Quickfix-developers] API for mySQL support?

[Caleb E. <cal...@gm...>]

On 7/27/05, Martin Tanguay <mta...@ho...> wrote:

> is there an API or examples for MySQLLogFactory, MySQLStore and
> MySQLStoreFactory ?

They implement the LogFactory, MessageStore and MessageStoreFactory
interfaces, so you can use them just like their File* analogs:

For example:

http://www.quickfixengine.org/quickfix/doc/html/class_f_i_x_1_1_log_factory=
.html
http://www.quickfixengine.org/quickfix/doc/html/class_f_i_x_1_1_message_sto=
re.html
http://www.quickfixengine.org/quickfix/doc/html/class_f_i_x_1_1_file_store.=
html

Some additional documentation on configuration:

http://www.quickfixengine.org/quickfix/doc/html/configuration.html

--=20
Caleb Epstein
caleb dot epstein at gmail dot com

[Quickfix-developers] [qfj] When should an exception cause a session/connection to be closed?

[Barry K. <bk...@bl...>]

In the netty acceptor impl (don't know about C++) when an unhandled 
exception was detected the session/connection was closed. But in the 
netty initiator impl the exception was only logged and the 
session/connection left open.

Is there something in the FIX protocol that specifies this behavior? FIX 
application developers, what behavior would you expect/prefer?

-- 
barry kaplan
bk...@bl...

[Quickfix-developers] API for mySQL support?

[Martin T. <mta...@ho...>]

Hi,

is there an API or examples for MySQLLogFactory, MySQLStore and 
MySQLStoreFactory ?

Thank you!
Martin

[Quickfix-developers] Re: [SPAM] Re: threading growth issue? also possible crash issues....

[Oren M. <or...@qu...>]

Running with the call stack enabled might also be helpful.

--oren

----- Original Message ----- 
From: "Joerg Thoennes" <Joe...@ma...>
To: "Alvin Wang" <AW...@FF...>
Cc: "Oren Miller" <or...@qu...>; 
<qui...@li...>; 
<qui...@li...>
Sent: Wednesday, July 27, 2005 9:59 AM
Subject: [SPAM] Re: threading growth issue? also possible crash issues....


> Alvin Wang wrote:
>> I upgraded to QF 1.10.2  (Java/JNI). The crash issue got worse, 4-5 times 
>> per day.
>
> Could you post a Java thread dump? This is done using Ctrl-Break on 
> Windows and using
> "kill -3 <pid>" on UNIX/Linux.
>
> Cheers, Jörg
>
> -- 
> Joerg Thoennes
>                                http://macd.com
> Tel.: +49 (0)241 44597-24      Macdonald Associates GmbH
> Fax : +49 (0)241 44597-10      Lothringer Str. 52, D-52070 Aachen
>